<p>
  The GNB model strategy implemented in this tutorial produced a greater Sharpe ratio and lower annual variance than 
  buying and holding the S&P 500 index ETF benchmark over the backtesting period. In addition to outperforming during 
  the entire backtest, the strategy also outperformed during the 2020 stock market crash. 
</p>

<p>
  To continue the development of this strategy, future areas of research include:
</p>

<ul>
  <li>Adjusting parameters in the SymbolData class</li>
  <li>Trying other features and labels for the GNB model</li>
  <li>Adjusting the universe parameters and targeted sector</li>
  <li>Adding handlers for corporate actions</li>
  <li>Filter for stocks with independent and normal returns</li>
</ul>